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Results tagged with matrix-analysis
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user 112912
The study of the properties of real and complex matrices that are more close to analysis and operator theory. For instance: the properties of positive definite matrices, matrix inequalities, perturbation analysis, matrix functions, inequalities between eigenvectors and singular values, majorization.
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Projecting matrix from LDL^T factorization
When factorizing a real symmetric matrix $A$ into $LDL^T$, the matrix $D$ can have 1x1 or 2x2 blocks on the diagonal. A condition for $A$ to be positive-definite is that all 1x1 and 2x2 blocks of $D$ …
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